| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 37 | 3.1 | 58 | 24 | 107 | (91) | (259) | (3) | 60 |
| 60 | 13 | 1.9 | 56 | 12 | 82 | (77) | (259) | (3) | 42 |
| 120 | 19 | 2.6 | 58 | 16 | 86 | (80) | (259) | (3) | 46 |
| 250 | 14 | 2 | 56 | 12 | 82 | (75) | (283) | (6) | 44 |
| 500 | 10 | 1.8 | 53 | 9 | 70 | (59) | (283) | (6) | 40 |
| 760 | 6 | 1.2 | 52 | 6 | 60 | (53) | (283) | (6) | 38 |
| 1260 | 31 | 4.1 | 57 | 31 | 99 | (58) | (293) | (7) | 39 |
| 2520 | 25 | 3.8 | 58 | 28 | 93 | (62) | (353) | (7) | 36 |
| All | 27 | 3.8 | 58 | 28 | 93 | (62) | (353) | (7) | 39 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave | Turnover | Max Turnover |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 1.5 | 3.4 | 1.6 | 1.9 | 1.1 | 6.4 | 3 | 2.9 | 0.5 | 1.3 | 3 | 5.4 | 32 | 3.7 | 57.3 | 107 | (2.3) | (4.6) | 1 | 1 | 1.1 | 2 |
| 2019 | 0.6 | (0.5) | 4.3 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4.4 | 3 | 60.9 | 23 | (2.6) | (3.1) | 1 | 1 | 1.2 | 2 |
| 2018 | (2.7) | 3.6 | 2.3 | 3.3 | 0.3 | 3.6 | (4) | 3.1 | (1.6) | 1.4 | 2.3 | 1.1 | 12.7 | 1.9 | 53.6 | 117 | (2.8) | (6) | 1 | 1 | 1.1 | 2 |
| 2017 | (0.6) | 1.5 | (1.6) | (0.6) | (2.4) | 0.1 | 2.3 | 1.5 | (1.2) | (1.3) | 3.4 | 0.5 | 1.6 | 0.6 | 51.2 | 91 | (1.5) | (4.8) | 1 | 1 | 1.1 | 2 |
| 2016 | 11.3 | 4.9 | (2.1) | (0.5) | (3.7) | 4.4 | (0.9) | (3.1) | 1.3 | 1 | (1.1) | 1.8 | 13.3 | 1.8 | 50.9 | 111 | (2.8) | (6.8) | 1 | 1 | 1.1 | 2 |
| 2015 | (0.6) | 5.3 | 6.8 | 5.6 | 6.1 | 21.2 | 15.6 | 11.9 | 3.3 | 6.3 | 8.6 | 2.2 | 92.3 | 7.7 | 68.3 | 114 | (2.9) | (2.9) | 1 | 1 | 1.1 | 2 |
| 2014 | 0 | 1.7 | 2.5 | 1.7 | 5 | 2.9 | 2 | 1.1 | 0.8 | (0.8) | 2 | 21.2 | 40.1 | 6.3 | 62.7 | 102 | (1.6) | (2.5) | 1 | 1 | 1.1 | 2 |
| 2013 | (0.5) | 6.1 | 2.4 | 1 | (2.9) | 6.4 | 2.1 | 4.1 | 0.2 | (0.1) | (2.4) | 1.5 | 17.9 | 2.8 | 50.5 | 99 | (2.9) | (4.5) | 1 | 1 | 1.1 | 2 |
| 2012 | 5.3 | 1.6 | 4.8 | 5.4 | (1.4) | 0.9 | 0.1 | 2.9 | 5.5 | (0.4) | 0.9 | (3) | 22.6 | 4 | 59.6 | 100 | (2) | (3.6) | 1 | 1 | 1.1 | 2 |
| 2011 | 4.2 | 1.6 | (0.7) | (3.7) | 5.3 | (0.4) | 4 | 9.4 | 0.7 | 3.4 | 0.1 | (0.4) | 23.5 | 3.5 | 65.3 | 106 | (2.7) | (5.9) | 1 | 1 | 1.1 | 2 |
| 2010 | 0 | 0 | 0 | 5.1 | 6.3 | 5.9 | (6.6) | 3.7 | 1.9 | (4) | 9.3 | 2.5 | 24.1 | 3.4 | 57.1 | 75 | (3.5) | (7.4) | 1 | 1 | 1.1 | 2 |
| 2009 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2008 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2007 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2006 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2005 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2004 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2003 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2002 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2001 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 2000 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |